The study of the atmosphere of red supergiant stars in general and of Betelgeuse (alpha Orionis) in particular is of prime importance to understand dust formation and how mass is lost to the interstellar medium in evolved massive stars. A molecular shell, the MOLsphere (Tsuji, 2000a), in the atmosphere of Betelgeuse has been proposed to account for the near- and mid-infrared spectroscopic observations of Betelgeuse. The goal is to further test this hypothesis and to identify some of the molecules in this MOLsphere. We report on measurements taken with the mid-infrared two-telescope beam combiner of the VLTI, MIDI, operated between 7.5 and 13.5 µm. The data are compared to a simple geometric model of a photosphere surrounded by a warm absorbing and emitting shell. Physical characteristics of the shell are derived: size, temperature and optical depth. The chemical constituents are determined with an analysis consistent with available infrared spectra and interferometric data. We are able to account for the measured optical depth of the shell in the N band, the ISO-SWS spectrum and K and L band interferometric data with a shell whose inner and outer radii are given by the above range and with the following species: H2O, SiO and Al2O3. These results confirm the MOLsphere model. We bring evidence for more constituents and for the presence of species participating in the formation of dust grains in the atmosphere of the star, i.e. well below the distance at which the dust shell is detected. We believe these results bring key elements to the understanding of mass loss in Betelgeuse and red supergiants in general and bring support to the dust-driven scenario.